Changepoint problems and contiguous alternatives (Q1174907): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0167-7152(91)90039-t / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2002146376 / rank | |||
Normal rank |
Latest revision as of 11:08, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Changepoint problems and contiguous alternatives |
scientific article |
Statements
Changepoint problems and contiguous alternatives (English)
0 references
25 June 1992
0 references
For detecting a changepoint in a random sequence of observations \(U\)- statistics can be successfully applied. The asymptotic behaviour of \(U\)- statistics based processes which are applied for detecting a changepoint has been recently studied by \textit{M. Csörgö} and \textit{L. Horváth} [J. Multivariate Anal. 27, No. 1, 151-168 (1988; Zbl 0656.62031)]. After summarizing their asymptotic results under the null hypothesis, the author studies the limiting distribution of the processes in question under contiguous alternatives. Weak convergence to Gaussian processes has been shown.
0 references
changepoint
0 references
asymptotic behaviour of U-statistics
0 references
limiting distribution
0 references
contiguous alternatives
0 references
weak convergence to Gaussian processes
0 references
0 references